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UNIVERSITY OF CONNECTICUT Student Managed Fund

UNIVERSITY OF CONNECTICUT Student Managed Fund. March 11, 2004 Undergraduate Portfolio. Julia Yelevich George Kruglov. Mission.

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UNIVERSITY OF CONNECTICUT Student Managed Fund

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  1. UNIVERSITY OF CONNECTICUT Student Managed Fund March 11, 2004 Undergraduate Portfolio Julia Yelevich George Kruglov

  2. Mission • To employ a systematic approach consisting of both quantitative and qualitative fundamentals to identify companies that possess strong growth potential and above average return.

  3. Portfolio Objectives • Outperform the S&P 500 index • Develop a well-diversified portfolio • Invest consistently with market forecast

  4. Portfolio Stock Selection Process Industry Selection Quantitative Analysis Qualitative Analysis Valuation Models Discussion Group Vote Portfolio MonitoringRe-optimization Stop Loss/Review Analysis

  5. Value

  6. Performance

  7. Performance

  8. Risk Assessment (As of 12/8/03) *Beta as of 12/8/03 obtained from www.multexinvestor.com

  9. Risk Adjusted Performance(12/8/03-02/24/04)

  10. Attribution Analysis • Allocation Effect • Selection Effect

  11. Sector Allocation Effect (12/8/03-2/06/04) **S&P performance from 12/08/2004-02/06/2004 was 6.87%

  12. Security Selection Effect(12/08/03-02/06/04)

  13. Current Holdings

  14. Holdings Returns

  15. Forward Expectations • Market Outlook • Historical Return • Value of Dollar • Inflation • GDP • Risks • Credit Risk (S/T vs. L/T) • Unemployment • Budget Deficit

  16. Conclusion • Retrospection • Self-Analysis

  17. Thank You • The Foundation • The Advisory Board • Faculty • Patrick Terrion, Professor Ghosh, Steering Committee

  18. QUESTIONS?

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